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Jorge Sobehart
Managing Director, Quantitative Risk and Stress Testing at Citigroup


Jorge R. Sobehart is a Managing Director, Head of Credit and Obligor Risk Analytics at Citi where he currently manages analytics and models for risk ratings, wholesale stress testing, CCAR, ICAAP, credit reserves for CECL and IFRS9, and loss likelihood and severity approaches for Basel regulatory capital. 

Previously he developed the firm’s wholesale analytical frameworks for Credit Risk Capital, CCAR, Stress Testing, Credit reserves for IFRS9 and CECL, and various credit risk approaches. During his career, he has published numerous technical articles and acted as reviewer in risk management, finance, physics, computation and mathematical modeling. 

Dr. Sobehart has advanced degrees in physics and postdoctoral experience at the US-Los Alamos National Laboratory.

Agenda Sessions

  • Forecasting CECL